How can I print a caption with my picture?

The simplest way is to first go to File > File Info. In the Section menu choose Caption (it should be chosen when you open the dialog) and fill in your caption in the text box.

Then go to File > Print Preview. At the bottom of the dialog box, check the Show More Options checkbox.

You’ll then see a checkbox for Caption. Note that this gives you a pretty crummy looking caption. Try it on a low res test print to see if it will suit your needs.

For a nicer caption, expand the bottom (only) of your image canvas (see the steps given in the previous question for how to expand the canvas—but when you enlarge the crop box, drag on the handle at the center of the bottom of the crop box and do not press either the Alt or Shift keys). Then use the type tool to add type under your picture. You can choose font, color, size, and even add a style if you like.